Commission Implementing Regulation (EU) 2024/1289of 13 May 2024laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 2024 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance(Text with EEA relevance)

Commission Implementing Regulation (EU) 2024/1289 of 13 May 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 2024 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 April 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2024 market data. That information was published on 5 April 2024 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2024 until 29 June 2024.

1. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) the relevant risk-free interest rate term structures set out in Annex I; (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II; (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 March 2024. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 13 May 2024. For the Commission The President Ursula von der Leyen

Annex

ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years)EuroCzech korunaDanish kroneForintKronaLev13,514 %4,335 %3,504 %6,606 %3,313 %3,464 %23,035 %3,825 %3,025 %6,665 %3,122 %2,985 %32,783 %3,632 %2,773 %6,661 %2,864 %2,733 %42,637 %3,559 %2,627 %6,661 %2,705 %2,587 %52,549 %3,532 %2,539 %6,665 %2,615 %2,499 %62,502 %3,533 %2,492 %6,663 %2,563 %2,452 %72,477 %3,548 %2,467 %6,656 %2,535 %2,427 %82,466 %3,570 %2,456 %6,650 %2,524 %2,416 %92,464 %3,594 %2,454 %6,635 %2,528 %2,414 %102,470 %3,618 %2,460 %6,622 %2,545 %2,420 %112,487 %3,641 %2,477 %6,613 %2,576 %2,437 %122,487 %3,661 %2,477 %6,606 %2,612 %2,438 %132,492 %3,678 %2,482 %6,602 %2,650 %2,443 %142,499 %3,692 %2,489 %6,603 %2,687 %2,449 %152,498 %3,702 %2,488 %6,602 %2,722 %2,448 %162,486 %3,708 %2,476 %6,589 %2,755 %2,435 %172,466 %3,711 %2,456 %6,566 %2,784 %2,416 %182,446 %3,712 %2,436 %6,536 %2,811 %2,395 %192,427 %3,711 %2,417 %6,499 %2,836 %2,377 %202,415 %3,708 %2,405 %6,458 %2,859 %2,365 %212,409 %3,704 %2,399 %6,415 %2,879 %2,360 %222,409 %3,699 %2,399 %6,369 %2,898 %2,361 %232,413 %3,694 %2,404 %6,323 %2,915 %2,366 %242,421 %3,688 %2,412 %6,276 %2,931 %2,375 %252,431 %3,682 %2,422 %6,229 %2,946 %2,386 %262,443 %3,676 %2,435 %6,183 %2,959 %2,400 %272,457 %3,669 %2,448 %6,137 %2,972 %2,414 %282,472 %3,662 %2,463 %6,092 %2,984 %2,430 %292,487 %3,655 %2,479 %6,048 %2,994 %2,446 %302,502 %3,648 %2,494 %6,005 %3,005 %2,463 %312,518 %3,642 %2,511 %5,964 %3,014 %2,480 %322,534 %3,635 %2,527 %5,923 %3,023 %2,497 % 332,550 %3,628 %2,543 %5,885 %3,031 %2,513 %342,566 %3,622 %2,559 %5,847 %3,039 %2,530 %352,581 %3,615 %2,574 %5,811 %3,047 %2,546 %362,596 %3,609 %2,590 %5,775 %3,054 %2,562 %372,611 %3,603 %2,605 %5,742 %3,060 %2,578 %382,626 %3,597 %2,619 %5,709 %3,067 %2,593 %392,640 %3,591 %2,634 %5,678 %3,073 %2,608 %402,654 %3,585 %2,647 %5,648 %3,078 %2,623 %412,667 %3,580 %2,661 %5,619 %3,084 %2,637 %422,680 %3,574 %2,674 %5,591 %3,089 %2,651 %432,693 %3,569 %2,687 %5,564 %3,094 %2,664 %442,705 %3,564 %2,699 %5,538 %3,098 %2,677 %452,717 %3,559 %2,711 %5,513 %3,103 %2,689 %462,728 %3,554 %2,723 %5,489 %3,107 %2,701 %472,739 %3,550 %2,734 %5,465 %3,111 %2,713 %482,750 %3,545 %2,745 %5,443 %3,115 %2,724 %492,760 %3,541 %2,755 %5,422 %3,119 %2,735 %502,771 %3,536 %2,766 %5,401 %3,123 %2,746 %512,780 %3,532 %2,775 %5,381 %3,126 %2,756 %522,790 %3,528 %2,785 %5,361 %3,129 %2,766 %532,799 %3,524 %2,794 %5,343 %3,133 %2,775 %542,808 %3,520 %2,803 %5,325 %3,136 %2,785 %552,816 %3,517 %2,812 %5,307 %3,139 %2,794 %562,825 %3,513 %2,820 %5,290 %3,142 %2,802 %572,833 %3,510 %2,828 %5,274 %3,144 %2,811 %582,840 %3,506 %2,836 %5,258 %3,147 %2,819 %592,848 %3,503 %2,844 %5,243 %3,150 %2,827 %602,855 %3,500 %2,851 %5,228 %3,152 %2,835 %612,862 %3,497 %2,858 %5,214 %3,155 %2,842 %622,869 %3,493 %2,865 %5,200 %3,157 %2,849 %632,876 %3,491 %2,872 %5,187 %3,159 %2,856 %642,883 %3,488 %2,879 %5,174 %3,161 %2,863 %652,889 %3,485 %2,885 %5,161 %3,164 %2,870 %662,895 %3,482 %2,891 %5,149 %3,166 %2,876 %672,901 %3,480 %2,897 %5,137 %3,168 %2,882 %682,907 %3,477 %2,903 %5,125 %3,170 %2,888 %692,912 %3,475 %2,909 %5,114 %3,171 %2,894 %

702,918 %3,472 %2,914 %5,103 %3,173 %2,900 %712,923 %3,470 %2,920 %5,093 %3,175 %2,906 %722,928 %3,467 %2,925 %5,082 %3,177 %2,911 %732,933 %3,465 %2,930 %5,072 %3,178 %2,916 %742,938 %3,463 %2,935 %5,063 %3,180 %2,922 %752,943 %3,461 %2,940 %5,053 %3,182 %2,927 %762,948 %3,459 %2,945 %5,044 %3,183 %2,931 %772,952 %3,457 %2,949 %5,035 %3,185 %2,936 %782,957 %3,455 %2,954 %5,026 %3,186 %2,941 %792,961 %3,453 %2,958 %5,017 %3,188 %2,945 %802,965 %3,451 %2,962 %5,009 %3,189 %2,950 %812,969 %3,449 %2,966 %5,001 %3,190 %2,954 %822,973 %3,447 %2,970 %4,993 %3,192 %2,958 %832,977 %3,445 %2,974 %4,985 %3,193 %2,962 %842,981 %3,444 %2,978 %4,978 %3,194 %2,966 %852,985 %3,442 %2,982 %4,970 %3,196 %2,970 %862,989 %3,440 %2,986 %4,963 %3,197 %2,974 %872,992 %3,439 %2,989 %4,956 %3,198 %2,978 %882,996 %3,437 %2,993 %4,949 %3,199 %2,981 %892,999 %3,436 %2,996 %4,942 %3,200 %2,985 %903,002 %3,434 %3,000 %4,936 %3,201 %2,989 %913,006 %3,433 %3,003 %4,929 %3,203 %2,992 %923,009 %3,431 %3,006 %4,923 %3,204 %2,995 %933,012 %3,430 %3,009 %4,917 %3,205 %2,999 %943,015 %3,429 %3,012 %4,911 %3,206 %3,002 %953,018 %3,427 %3,015 %4,905 %3,207 %3,005 %963,021 %3,426 %3,018 %4,899 %3,208 %3,008 %973,024 %3,425 %3,021 %4,893 %3,209 %3,011 %983,027 %3,423 %3,024 %4,888 %3,209 %3,014 %993,029 %3,422 %3,027 %4,882 %3,210 %3,017 %1003,032 %3,421 %3,030 %4,877 %3,211 %3,020 %1013,035 %3,420 %3,032 %4,872 %3,212 %3,022 %1023,037 %3,419 %3,035 %4,867 %3,213 %3,025 %1033,040 %3,417 %3,037 %4,862 %3,214 %3,028 %1043,042 %3,416 %3,040 %4,857 %3,215 %3,030 %1053,045 %3,415 %3,042 %4,852 %3,216 %3,033 %1063,047 %3,414 %3,045 %4,847 %3,216 %3,035 % 1073,050 %3,413 %3,047 %4,842 %3,217 %3,038 %1083,052 %3,412 %3,050 %4,838 %3,218 %3,040 %1093,054 %3,411 %3,052 %4,833 %3,219 %3,043 %1103,056 %3,410 %3,054 %4,829 %3,219 %3,045 %1113,059 %3,409 %3,056 %4,825 %3,220 %3,047 %1123,061 %3,408 %3,059 %4,820 %3,221 %3,050 %1133,063 %3,407 %3,061 %4,816 %3,221 %3,052 %1143,065 %3,406 %3,063 %4,812 %3,222 %3,054 %1153,067 %3,405 %3,065 %4,808 %3,223 %3,056 %1163,069 %3,404 %3,067 %4,804 %3,224 %3,058 %1173,071 %3,403 %3,069 %4,800 %3,224 %3,060 %1183,073 %3,402 %3,071 %4,796 %3,225 %3,062 %1193,075 %3,402 %3,073 %4,793 %3,225 %3,064 %1203,077 %3,401 %3,075 %4,789 %3,226 %3,066 %1213,079 %3,400 %3,076 %4,785 %3,227 %3,068 %1223,080 %3,399 %3,078 %4,782 %3,227 %3,070 %1233,082 %3,398 %3,080 %4,778 %3,228 %3,072 %1243,084 %3,397 %3,082 %4,775 %3,228 %3,074 %1253,086 %3,397 %3,084 %4,771 %3,229 %3,076 %1263,087 %3,396 %3,085 %4,768 %3,230 %3,077 %1273,089 %3,395 %3,087 %4,765 %3,230 %3,079 %1283,091 %3,394 %3,089 %4,761 %3,231 %3,081 %1293,092 %3,394 %3,090 %4,758 %3,231 %3,083 %1303,094 %3,393 %3,092 %4,755 %3,232 %3,084 %1313,095 %3,392 %3,094 %4,752 %3,232 %3,086 %1323,097 %3,392 %3,095 %4,749 %3,233 %3,088 %1333,098 %3,391 %3,097 %4,746 %3,233 %3,089 %1343,100 %3,390 %3,098 %4,743 %3,234 %3,091 %1353,101 %3,390 %3,100 %4,740 %3,234 %3,092 %1363,103 %3,389 %3,101 %4,737 %3,235 %3,094 %1373,104 %3,388 %3,103 %4,734 %3,235 %3,095 %1383,106 %3,388 %3,104 %4,732 %3,236 %3,097 %1393,107 %3,387 %3,105 %4,729 %3,236 %3,098 %1403,109 %3,386 %3,107 %4,726 %3,237 %3,100 %1413,110 %3,386 %3,108 %4,723 %3,237 %3,101 %1423,111 %3,385 %3,109 %4,721 %3,238 %3,102 %1433,113 %3,385 %3,111 %4,718 %3,238 %3,104 %

1443,114 %3,384 %3,112 %4,716 %3,238 %3,105 %1453,115 %3,383 %3,113 %4,713 %3,239 %3,107 %1463,116 %3,383 %3,115 %4,711 %3,239 %3,108 %1473,118 %3,382 %3,116 %4,708 %3,240 %3,109 %1483,119 %3,382 %3,117 %4,706 %3,240 %3,110 %1493,120 %3,381 %3,118 %4,703 %3,240 %3,112 %1503,121 %3,381 %3,120 %4,701 %3,241 %3,113 %Term to maturity (in years)Pound sterlingRomanian leuZlotyKrónaNorwegian kroneSwiss franc14,871 %5,936 %5,009 %8,897 %4,431 %1,170 %24,389 %5,867 %5,049 %8,324 %4,291 %1,049 %34,096 %5,932 %5,079 %7,849 %4,083 %1,019 %43,902 %6,033 %5,140 %7,459 %3,894 %1,026 %53,780 %6,129 %5,194 %7,126 %3,758 %1,042 %63,705 %6,224 %5,236 %6,843 %3,677 %1,060 %73,656 %6,311 %5,275 %6,602 %3,631 %1,080 %83,634 %6,391 %5,305 %6,379 %3,604 %1,101 %93,633 %6,471 %5,328 %6,163 %3,586 %1,125 %103,644 %6,540 %5,348 %5,976 %3,573 %1,151 %113,659 %6,574 %5,351 %5,815 %3,562 %1,180 %123,674 %6,575 %5,338 %5,676 %3,552 %1,210 %133,689 %6,553 %5,314 %5,552 %3,543 %1,241 %143,704 %6,514 %5,282 %5,441 %3,535 %1,272 %153,716 %6,462 %5,245 %5,342 %3,527 %1,302 %163,726 %6,402 %5,203 %5,251 %3,520 %1,332 %173,733 %6,336 %5,160 %5,168 %3,514 %1,361 %183,737 %6,266 %5,115 %5,092 %3,508 %1,389 %193,740 %6,194 %5,069 %5,022 %3,502 %1,416 %203,741 %6,120 %5,024 %4,956 %3,496 %1,442 %213,739 %6,046 %4,978 %4,896 %3,491 %1,467 %223,736 %5,973 %4,934 %4,839 %3,486 %1,491 %233,732 %5,901 %4,890 %4,786 %3,482 %1,514 %243,726 %5,829 %4,847 %4,736 %3,477 %1,536 %253,719 %5,760 %4,805 %4,689 %3,473 %1,558 %263,710 %5,693 %4,765 %4,645 %3,469 %1,578 % 273,701 %5,627 %4,725 %4,603 %3,465 %1,598 %283,689 %5,564 %4,688 %4,564 %3,461 %1,616 %293,676 %5,502 %4,651 %4,526 %3,458 %1,634 %303,661 %5,443 %4,616 %4,491 %3,454 %1,651 %313,644 %5,386 %4,582 %4,458 %3,451 %1,668 %323,625 %5,332 %4,549 %4,426 %3,448 %1,684 %333,606 %5,279 %4,517 %4,395 %3,445 %1,699 %343,586 %5,229 %4,487 %4,367 %3,442 %1,714 %353,565 %5,180 %4,458 %4,339 %3,439 %1,728 %363,545 %5,133 %4,430 %4,313 %3,436 %1,741 %373,524 %5,089 %4,403 %4,288 %3,433 %1,754 %383,504 %5,046 %4,377 %4,264 %3,431 %1,766 %393,485 %5,004 %4,352 %4,241 %3,428 %1,778 %403,467 %4,965 %4,328 %4,219 %3,426 %1,790 %413,449 %4,927 %4,305 %4,198 %3,424 %1,801 %423,432 %4,890 %4,283 %4,178 %3,421 %1,811 %433,416 %4,855 %4,262 %4,159 %3,419 %1,822 %443,401 %4,821 %4,242 %4,140 %3,417 %1,832 %453,387 %4,789 %4,222 %4,123 %3,415 %1,841 %463,375 %4,758 %4,203 %4,105 %3,413 %1,850 %473,363 %4,728 %4,184 %4,089 %3,411 %1,859 %483,352 %4,699 %4,167 %4,073 %3,409 %1,868 %493,342 %4,671 %4,150 %4,058 %3,407 %1,876 %503,333 %4,644 %4,133 %4,043 %3,405 %1,884 %513,325 %4,618 %4,118 %4,029 %3,404 %1,892 %523,318 %4,593 %4,102 %4,016 %3,402 %1,899 %533,312 %4,569 %4,088 %4,002 %3,400 %1,906 %543,307 %4,546 %4,073 %3,990 %3,399 %1,913 %553,302 %4,524 %4,060 %3,977 %3,397 %1,920 %563,298 %4,502 %4,046 %3,966 %3,396 %1,926 %573,294 %4,481 %4,033 %3,954 %3,394 %1,933 %583,291 %4,461 %4,021 %3,943 %3,393 %1,939 %593,288 %4,441 %4,009 %3,932 %3,392 %1,945 %603,286 %4,422 %3,997 %3,922 %3,390 %1,950 %613,284 %4,404 %3,986 %3,912 %3,389 %1,956 %623,282 %4,386 %3,975 %3,902 %3,388 %1,961 %633,280 %4,369 %3,964 %3,893 %3,386 %1,967 %

643,279 %4,352 %3,954 %3,883 %3,385 %1,972 %653,278 %4,336 %3,944 %3,875 %3,384 %1,977 %663,276 %4,320 %3,934 %3,866 %3,383 %1,981 %673,276 %4,305 %3,925 %3,858 %3,382 %1,986 %683,275 %4,290 %3,916 %3,849 %3,381 %1,991 %693,274 %4,276 %3,907 %3,841 %3,379 %1,995 %703,274 %4,262 %3,898 %3,834 %3,378 %1,999 %713,273 %4,249 %3,890 %3,826 %3,377 %2,003 %723,273 %4,235 %3,882 %3,819 %3,376 %2,008 %733,272 %4,222 %3,874 %3,812 %3,375 %2,011 %743,272 %4,210 %3,866 %3,805 %3,374 %2,015 %753,272 %4,198 %3,858 %3,798 %3,374 %2,019 %763,272 %4,186 %3,851 %3,792 %3,373 %2,023 %773,272 %4,174 %3,844 %3,785 %3,372 %2,026 %783,272 %4,163 %3,837 %3,779 %3,371 %2,030 %793,272 %4,152 %3,830 %3,773 %3,370 %2,033 %803,272 %4,142 %3,824 %3,767 %3,369 %2,036 %813,272 %4,131 %3,817 %3,761 %3,368 %2,040 %823,272 %4,121 %3,811 %3,756 %3,368 %2,043 %833,272 %4,111 %3,805 %3,750 %3,367 %2,046 %843,272 %4,101 %3,799 %3,745 %3,366 %2,049 %853,272 %4,092 %3,793 %3,740 %3,365 %2,052 %863,272 %4,083 %3,787 %3,735 %3,365 %2,055 %873,273 %4,074 %3,781 %3,730 %3,364 %2,058 %883,273 %4,065 %3,776 %3,725 %3,363 %2,060 %893,273 %4,056 %3,771 %3,720 %3,362 %2,063 %903,273 %4,048 %3,765 %3,715 %3,362 %2,066 %913,273 %4,040 %3,760 %3,711 %3,361 %2,068 %923,273 %4,031 %3,755 %3,706 %3,360 %2,071 %933,274 %4,024 %3,750 %3,702 %3,360 %2,073 %943,274 %4,016 %3,745 %3,698 %3,359 %2,076 %953,274 %4,008 %3,741 %3,693 %3,359 %2,078 %963,274 %4,001 %3,736 %3,689 %3,358 %2,080 %973,274 %3,994 %3,732 %3,685 %3,357 %2,082 %983,275 %3,987 %3,727 %3,681 %3,357 %2,085 %993,275 %3,980 %3,723 %3,678 %3,356 %2,087 %1003,275 %3,973 %3,719 %3,674 %3,356 %2,089 % 1013,275 %3,966 %3,715 %3,670 %3,355 %2,091 %1023,275 %3,960 %3,710 %3,666 %3,355 %2,093 %1033,276 %3,953 %3,706 %3,663 %3,354 %2,095 %1043,276 %3,947 %3,703 %3,659 %3,354 %2,097 %1053,276 %3,941 %3,699 %3,656 %3,353 %2,099 %1063,276 %3,935 %3,695 %3,653 %3,353 %2,101 %1073,276 %3,929 %3,691 %3,649 %3,352 %2,103 %1083,277 %3,923 %3,688 %3,646 %3,352 %2,105 %1093,277 %3,917 %3,684 %3,643 %3,351 %2,106 %1103,277 %3,911 %3,681 %3,640 %3,351 %2,108 %1113,277 %3,906 %3,677 %3,637 %3,350 %2,110 %1123,277 %3,900 %3,674 %3,634 %3,350 %2,112 %1133,278 %3,895 %3,670 %3,631 %3,349 %2,113 %1143,278 %3,890 %3,667 %3,628 %3,349 %2,115 %1153,278 %3,885 %3,664 %3,625 %3,349 %2,116 %1163,278 %3,880 %3,661 %3,622 %3,348 %2,118 %1173,278 %3,875 %3,658 %3,619 %3,348 %2,120 %1183,279 %3,870 %3,655 %3,617 %3,347 %2,121 %1193,279 %3,865 %3,652 %3,614 %3,347 %2,123 %1203,279 %3,860 %3,649 %3,611 %3,347 %2,124 %1213,279 %3,856 %3,646 %3,609 %3,346 %2,126 %1223,279 %3,851 %3,643 %3,606 %3,346 %2,127 %1233,279 %3,847 %3,640 %3,604 %3,345 %2,128 %1243,280 %3,842 %3,638 %3,601 %3,345 %2,130 %1253,280 %3,838 %3,635 %3,599 %3,345 %2,131 %1263,280 %3,834 %3,632 %3,597 %3,344 %2,132 %1273,280 %3,829 %3,630 %3,594 %3,344 %2,134 %1283,280 %3,825 %3,627 %3,592 %3,344 %2,135 %1293,280 %3,821 %3,624 %3,590 %3,343 %2,136 %1303,280 %3,817 %3,622 %3,587 %3,343 %2,138 %1313,281 %3,813 %3,619 %3,585 %3,343 %2,139 %1323,281 %3,809 %3,617 %3,583 %3,342 %2,140 %1333,281 %3,805 %3,615 %3,581 %3,342 %2,141 %1343,281 %3,802 %3,612 %3,579 %3,342 %2,142 %1353,281 %3,798 %3,610 %3,577 %3,341 %2,144 %1363,281 %3,794 %3,608 %3,575 %3,341 %2,145 %1373,281 %3,791 %3,605 %3,573 %3,341 %2,146 %

1383,282 %3,787 %3,603 %3,571 %3,341 %2,147 %1393,282 %3,784 %3,601 %3,569 %3,340 %2,148 %1403,282 %3,780 %3,599 %3,567 %3,340 %2,149 %1413,282 %3,777 %3,597 %3,565 %3,340 %2,150 %1423,282 %3,773 %3,595 %3,563 %3,339 %2,151 %1433,282 %3,770 %3,593 %3,561 %3,339 %2,152 %1443,282 %3,767 %3,591 %3,559 %3,339 %2,153 %1453,282 %3,764 %3,589 %3,558 %3,339 %2,154 %1463,283 %3,760 %3,587 %3,556 %3,338 %2,155 %1473,283 %3,757 %3,585 %3,554 %3,338 %2,156 %1483,283 %3,754 %3,583 %3,552 %3,338 %2,157 %1493,283 %3,751 %3,581 %3,551 %3,338 %2,158 %1503,283 %3,748 %3,579 %3,549 %3,337 %2,159 %Term to maturity (in years)Australian dollarBahtCanadian dollarChilean pesoColombian pesoHong Kong dollar14,312 %2,157 %4,732 %5,494 %7,253 %4,327 %24,051 %2,075 %4,199 %5,485 %8,119 %3,969 %33,911 %2,091 %3,875 %5,502 %8,714 %3,748 %43,897 %2,154 %3,654 %5,533 %9,104 %3,634 %53,921 %2,234 %3,530 %5,564 %9,350 %3,570 %63,974 %2,318 %3,478 %5,585 %9,558 %3,533 %74,035 %2,398 %3,464 %5,595 %9,731 %3,513 %84,098 %2,471 %3,467 %5,592 %9,871 %3,504 %94,155 %2,536 %3,476 %5,578 %9,997 %3,505 %104,198 %2,593 %3,484 %5,559 %10,113 %3,514 %114,242 %2,640 %3,487 %5,535 %10,174 %3,528 %124,283 %2,681 %3,485 %5,509 %10,182 %3,546 %134,316 %2,716 %3,481 %5,481 %10,149 %3,563 %144,340 %2,747 %3,474 %5,453 %10,085 %3,579 %154,357 %2,774 %3,466 %5,424 %9,999 %3,592 %164,366 %2,798 %3,457 %5,395 %9,897 %3,602 %174,369 %2,820 %3,447 %5,367 %9,782 %3,608 %184,366 %2,840 %3,437 %5,339 %9,659 %3,612 %194,357 %2,858 %3,427 %5,312 %9,531 %3,613 %204,343 %2,875 %3,417 %5,285 %9,399 %3,614 % 214,323 %2,890 %3,408 %5,260 %9,266 %3,613 %224,299 %2,905 %3,399 %5,235 %9,133 %3,611 %234,271 %2,918 %3,390 %5,211 %9,001 %3,608 %244,241 %2,930 %3,381 %5,187 %8,871 %3,605 %254,209 %2,942 %3,373 %5,165 %8,744 %3,601 %264,176 %2,953 %3,366 %5,143 %8,621 %3,597 %274,142 %2,963 %3,359 %5,122 %8,501 %3,592 %284,109 %2,972 %3,352 %5,102 %8,384 %3,588 %294,078 %2,982 %3,346 %5,083 %8,272 %3,583 %304,047 %2,990 %3,341 %5,064 %8,164 %3,578 %314,019 %2,998 %3,336 %5,046 %8,060 %3,573 %323,993 %3,006 %3,332 %5,029 %7,959 %3,568 %333,969 %3,013 %3,328 %5,012 %7,863 %3,563 %343,946 %3,020 %3,325 %4,996 %7,771 %3,559 %353,925 %3,027 %3,322 %4,981 %7,683 %3,554 %363,905 %3,034 %3,319 %4,966 %7,598 %3,549 %373,887 %3,040 %3,316 %4,952 %7,516 %3,544 %383,869 %3,045 %3,314 %4,938 %7,438 %3,540 %393,853 %3,051 %3,312 %4,925 %7,364 %3,535 %403,837 %3,056 %3,310 %4,913 %7,292 %3,531 %413,823 %3,062 %3,308 %4,900 %7,223 %3,527 %423,809 %3,067 %3,307 %4,889 %7,157 %3,522 %433,796 %3,071 %3,306 %4,877 %7,094 %3,518 %443,783 %3,076 %3,304 %4,866 %7,033 %3,514 %453,771 %3,080 %3,303 %4,856 %6,975 %3,510 %463,760 %3,085 %3,302 %4,846 %6,919 %3,507 %473,749 %3,089 %3,301 %4,836 %6,865 %3,503 %483,739 %3,093 %3,300 %4,827 %6,814 %3,499 %493,729 %3,096 %3,300 %4,817 %6,764 %3,496 %503,720 %3,100 %3,299 %4,809 %6,716 %3,492 %513,711 %3,104 %3,298 %4,800 %6,670 %3,489 %523,702 %3,107 %3,298 %4,792 %6,625 %3,486 %533,694 %3,111 %3,297 %4,784 %6,583 %3,483 %543,686 %3,114 %3,297 %4,776 %6,541 %3,480 %553,679 %3,117 %3,296 %4,769 %6,501 %3,477 %563,672 %3,120 %3,296 %4,762 %6,463 %3,474 %573,665 %3,123 %3,296 %4,755 %6,426 %3,471 %

583,658 %3,126 %3,295 %4,748 %6,390 %3,468 %593,652 %3,128 %3,295 %4,741 %6,355 %3,466 %603,645 %3,131 %3,295 %4,735 %6,322 %3,463 %613,639 %3,134 %3,295 %4,729 %6,289 %3,460 %623,634 %3,136 %3,294 %4,723 %6,258 %3,458 %633,628 %3,139 %3,294 %4,717 %6,227 %3,456 %643,623 %3,141 %3,294 %4,711 %6,198 %3,453 %653,617 %3,143 %3,294 %4,706 %6,169 %3,451 %663,612 %3,146 %3,294 %4,701 %6,142 %3,449 %673,608 %3,148 %3,294 %4,695 %6,115 %3,447 %683,603 %3,150 %3,294 %4,690 %6,089 %3,445 %693,598 %3,152 %3,294 %4,686 %6,063 %3,443 %703,594 %3,154 %3,294 %4,681 %6,039 %3,441 %713,590 %3,156 %3,294 %4,676 %6,015 %3,439 %723,585 %3,158 %3,294 %4,672 %5,991 %3,437 %733,581 %3,160 %3,293 %4,667 %5,969 %3,435 %743,577 %3,162 %3,293 %4,663 %5,947 %3,433 %753,574 %3,163 %3,293 %4,659 %5,925 %3,432 %763,570 %3,165 %3,293 %4,655 %5,904 %3,430 %773,566 %3,167 %3,293 %4,651 %5,884 %3,428 %783,563 %3,169 %3,293 %4,647 %5,864 %3,427 %793,559 %3,170 %3,293 %4,643 %5,845 %3,425 %803,556 %3,172 %3,293 %4,640 %5,826 %3,423 %813,553 %3,173 %3,293 %4,636 %5,808 %3,422 %823,550 %3,175 %3,293 %4,633 %5,790 %3,420 %833,547 %3,176 %3,293 %4,629 %5,773 %3,419 %843,544 %3,178 %3,294 %4,626 %5,755 %3,418 %853,541 %3,179 %3,294 %4,623 %5,739 %3,416 %863,538 %3,181 %3,294 %4,620 %5,723 %3,415 %873,535 %3,182 %3,294 %4,616 %5,707 %3,414 %883,532 %3,183 %3,294 %4,613 %5,691 %3,412 %893,530 %3,184 %3,294 %4,610 %5,676 %3,411 %903,527 %3,186 %3,294 %4,608 %5,661 %3,410 %913,525 %3,187 %3,294 %4,605 %5,647 %3,409 %923,522 %3,188 %3,294 %4,602 %5,633 %3,407 %933,520 %3,189 %3,294 %4,599 %5,619 %3,406 %943,517 %3,191 %3,294 %4,597 %5,605 %3,405 % 953,515 %3,192 %3,294 %4,594 %5,592 %3,404 %963,513 %3,193 %3,294 %4,592 %5,579 %3,403 %973,511 %3,194 %3,294 %4,589 %5,566 %3,402 %983,508 %3,195 %3,294 %4,587 %5,554 %3,401 %993,506 %3,196 %3,294 %4,584 %5,541 %3,400 %1003,504 %3,197 %3,294 %4,582 %5,529 %3,399 %1013,502 %3,198 %3,294 %4,580 %5,518 %3,398 %1023,500 %3,199 %3,294 %4,577 %5,506 %3,397 %1033,498 %3,200 %3,294 %4,575 %5,495 %3,396 %1043,496 %3,201 %3,294 %4,573 %5,484 %3,395 %1053,494 %3,202 %3,294 %4,571 %5,473 %3,394 %1063,493 %3,203 %3,294 %4,569 %5,462 %3,393 %1073,491 %3,204 %3,294 %4,567 %5,452 %3,392 %1083,489 %3,205 %3,294 %4,565 %5,442 %3,392 %1093,487 %3,205 %3,294 %4,563 %5,431 %3,391 %1103,486 %3,206 %3,294 %4,561 %5,422 %3,390 %1113,484 %3,207 %3,295 %4,559 %5,412 %3,389 %1123,482 %3,208 %3,295 %4,557 %5,402 %3,388 %1133,481 %3,209 %3,295 %4,555 %5,393 %3,388 %1143,479 %3,210 %3,295 %4,553 %5,384 %3,387 %1153,477 %3,210 %3,295 %4,552 %5,375 %3,386 %1163,476 %3,211 %3,295 %4,550 %5,366 %3,385 %1173,474 %3,212 %3,295 %4,548 %5,357 %3,385 %1183,473 %3,213 %3,295 %4,546 %5,349 %3,384 %1193,471 %3,213 %3,295 %4,545 %5,340 %3,383 %1203,470 %3,214 %3,295 %4,543 %5,332 %3,382 %1213,469 %3,215 %3,295 %4,542 %5,324 %3,382 %1223,467 %3,215 %3,295 %4,540 %5,316 %3,381 %1233,466 %3,216 %3,295 %4,538 %5,308 %3,380 %1243,464 %3,217 %3,295 %4,537 %5,300 %3,380 %1253,463 %3,218 %3,295 %4,535 %5,292 %3,379 %1263,462 %3,218 %3,295 %4,534 %5,285 %3,379 %1273,461 %3,219 %3,295 %4,533 %5,278 %3,378 %1283,459 %3,219 %3,295 %4,531 %5,270 %3,377 %1293,458 %3,220 %3,295 %4,530 %5,263 %3,377 %1303,457 %3,221 %3,295 %4,528 %5,256 %3,376 %1313,456 %3,221 %3,295 %4,527 %5,249 %3,376 %

1323,454 %3,222 %3,295 %4,526 %5,242 %3,375 %1333,453 %3,222 %3,295 %4,524 %5,235 %3,374 %1343,452 %3,223 %3,295 %4,523 %5,229 %3,374 %1353,451 %3,224 %3,295 %4,522 %5,222 %3,373 %1363,450 %3,224 %3,295 %4,520 %5,216 %3,373 %1373,449 %3,225 %3,295 %4,519 %5,210 %3,372 %1383,448 %3,225 %3,296 %4,518 %5,203 %3,372 %1393,447 %3,226 %3,296 %4,517 %5,197 %3,371 %1403,446 %3,226 %3,296 %4,516 %5,191 %3,371 %1413,445 %3,227 %3,296 %4,514 %5,185 %3,370 %1423,444 %3,227 %3,296 %4,513 %5,179 %3,370 %1433,443 %3,228 %3,296 %4,512 %5,173 %3,369 %1443,442 %3,228 %3,296 %4,511 %5,168 %3,369 %1453,441 %3,229 %3,296 %4,510 %5,162 %3,368 %1463,440 %3,229 %3,296 %4,509 %5,156 %3,368 %1473,439 %3,230 %3,296 %4,508 %5,151 %3,367 %1483,438 %3,230 %3,296 %4,507 %5,145 %3,367 %1493,437 %3,231 %3,296 %4,506 %5,140 %3,366 %1503,436 %3,231 %3,296 %4,505 %5,135 %3,366 %Term to maturity (in years)Indian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRandReal16,750 %10,761 %1,004 %5,301 %8,157 %9,673 %26,433 %9,778 %1,071 %4,735 %8,014 %9,652 %36,364 %9,174 %1,127 %4,430 %8,086 %9,901 %46,328 %8,872 %1,173 %4,279 %8,267 %10,160 %56,328 %8,708 %1,209 %4,213 %8,567 %10,368 %66,324 %8,636 %1,237 %4,197 %8,905 %10,546 %76,310 %8,622 %1,260 %4,209 %9,273 %10,693 %86,292 %8,641 %1,276 %4,236 %9,632 %10,796 %96,272 %8,663 %1,290 %4,271 %9,964 %10,875 %106,249 %8,666 %1,297 %4,311 %10,266 %10,939 %116,226 %8,638 %1,319 %4,354 %10,536 %10,955 %126,203 %8,585 %1,353 %4,397 %10,772 %10,926 %136,180 %8,514 %1,394 %4,438 %10,971 %10,864 %146,157 %8,430 %1,441 %4,475 %11,127 %10,778 % 156,135 %8,338 %1,490 %4,508 %11,236 %10,674 %166,113 %8,240 %1,540 %4,536 %11,292 %10,557 %176,091 %8,139 %1,590 %4,558 %11,305 %10,431 %186,070 %8,036 %1,640 %4,575 %11,282 %10,299 %196,050 %7,933 %1,689 %4,584 %11,230 %10,164 %206,031 %7,831 %1,737 %4,588 %11,157 %10,027 %216,012 %7,730 %1,783 %4,584 %11,067 %9,891 %225,994 %7,631 %1,828 %4,575 %10,963 %9,756 %235,977 %7,535 %1,871 %4,561 %10,851 %9,622 %245,960 %7,441 %1,913 %4,545 %10,732 %9,492 %255,944 %7,350 %1,953 %4,525 %10,608 %9,365 %265,929 %7,263 %1,991 %4,505 %10,483 %9,242 %275,914 %7,178 %2,028 %4,482 %10,357 %9,122 %285,899 %7,097 %2,063 %4,459 %10,231 %9,007 %295,885 %7,019 %2,097 %4,436 %10,107 %8,896 %305,872 %6,944 %2,129 %4,412 %9,985 %8,789 %315,859 %6,872 %2,160 %4,388 %9,866 %8,686 %325,847 %6,803 %2,190 %4,365 %9,749 %8,588 %335,835 %6,736 %2,218 %4,341 %9,637 %8,493 %345,824 %6,673 %2,246 %4,318 %9,528 %8,402 %355,813 %6,612 %2,272 %4,296 %9,422 %8,315 %365,802 %6,554 %2,297 %4,274 %9,321 %8,232 %375,792 %6,498 %2,321 %4,253 %9,223 %8,152 %385,782 %6,444 %2,344 %4,232 %9,128 %8,076 %395,773 %6,393 %2,366 %4,211 %9,038 %8,002 %405,764 %6,344 %2,387 %4,192 %8,951 %7,932 %415,755 %6,296 %2,407 %4,173 %8,867 %7,865 %425,746 %6,251 %2,427 %4,154 %8,786 %7,800 %435,738 %6,207 %2,446 %4,136 %8,709 %7,738 %445,730 %6,166 %2,464 %4,119 %8,635 %7,679 %455,723 %6,126 %2,481 %4,102 %8,563 %7,622 %465,715 %6,087 %2,498 %4,086 %8,495 %7,567 %475,708 %6,050 %2,514 %4,071 %8,429 %7,514 %485,702 %6,014 %2,530 %4,055 %8,365 %7,464 %495,695 %5,980 %2,545 %4,041 %8,304 %7,415 %505,689 %5,947 %2,559 %4,027 %8,245 %7,368 %

515,682 %5,915 %2,573 %4,013 %8,189 %7,323 %525,676 %5,884 %2,587 %4,000 %8,134 %7,279 %535,671 %5,855 %2,600 %3,987 %8,082 %7,237 %545,665 %5,826 %2,612 %3,975 %8,031 %7,197 %555,660 %5,799 %2,624 %3,963 %7,982 %7,158 %565,654 %5,772 %2,636 %3,951 %7,935 %7,120 %575,649 %5,746 %2,647 %3,940 %7,889 %7,084 %585,644 %5,721 %2,658 %3,929 %7,845 %7,049 %595,639 %5,697 %2,669 %3,919 %7,803 %7,015 %605,635 %5,674 %2,679 %3,909 %7,762 %6,982 %615,630 %5,652 %2,689 %3,899 %7,722 %6,950 %625,626 %5,630 %2,699 %3,889 %7,683 %6,919 %635,622 %5,609 %2,708 %3,880 %7,646 %6,890 %645,618 %5,588 %2,718 %3,871 %7,610 %6,861 %655,614 %5,568 %2,726 %3,862 %7,575 %6,833 %665,610 %5,549 %2,735 %3,854 %7,541 %6,805 %675,606 %5,530 %2,743 %3,846 %7,508 %6,779 %685,602 %5,512 %2,751 %3,838 %7,476 %6,754 %695,599 %5,495 %2,759 %3,830 %7,445 %6,729 %705,595 %5,478 %2,767 %3,822 %7,415 %6,705 %715,592 %5,461 %2,774 %3,815 %7,385 %6,681 %725,588 %5,445 %2,782 %3,808 %7,357 %6,658 %735,585 %5,429 %2,789 %3,801 %7,329 %6,636 %745,582 %5,414 %2,795 %3,794 %7,302 %6,615 %755,579 %5,399 %2,802 %3,788 %7,276 %6,594 %765,576 %5,384 %2,809 %3,781 %7,250 %6,573 %775,573 %5,370 %2,815 %3,775 %7,225 %6,553 %785,570 %5,356 %2,821 %3,769 %7,201 %6,534 %795,568 %5,343 %2,827 %3,763 %7,177 %6,515 %805,565 %5,330 %2,833 %3,757 %7,154 %6,497 %815,562 %5,317 %2,839 %3,751 %7,132 %6,479 %825,560 %5,305 %2,844 %3,746 %7,110 %6,461 %835,557 %5,292 %2,850 %3,741 %7,089 %6,444 %845,555 %5,281 %2,855 %3,735 %7,068 %6,427 %855,552 %5,269 %2,860 %3,730 %7,047 %6,411 %865,550 %5,258 %2,866 %3,725 %7,028 %6,395 %875,548 %5,247 %2,870 %3,720 %7,008 %6,379 % 885,545 %5,236 %2,875 %3,716 %6,989 %6,364 %895,543 %5,225 %2,880 %3,711 %6,971 %6,349 %905,541 %5,215 %2,885 %3,706 %6,952 %6,335 %915,539 %5,205 %2,889 %3,702 %6,935 %6,321 %925,537 %5,195 %2,894 %3,697 %6,917 %6,307 %935,535 %5,185 %2,898 %3,693 %6,900 %6,293 %945,533 %5,176 %2,902 %3,689 %6,884 %6,280 %955,531 %5,167 %2,907 %3,685 %6,868 %6,267 %965,529 %5,158 %2,911 %3,681 %6,852 %6,254 %975,527 %5,149 %2,915 %3,677 %6,836 %6,242 %985,526 %5,140 %2,919 %3,673 %6,821 %6,229 %995,524 %5,131 %2,922 %3,669 %6,806 %6,217 %1005,522 %5,123 %2,926 %3,666 %6,791 %6,206 %1015,520 %5,115 %2,930 %3,662 %6,777 %6,194 %1025,519 %5,107 %2,933 %3,658 %6,763 %6,183 %1035,517 %5,099 %2,937 %3,655 %6,749 %6,172 %1045,515 %5,091 %2,941 %3,652 %6,735 %6,161 %1055,514 %5,084 %2,944 %3,648 %6,722 %6,150 %1065,512 %5,076 %2,947 %3,645 %6,709 %6,140 %1075,511 %5,069 %2,951 %3,642 %6,696 %6,130 %1085,509 %5,062 %2,954 %3,638 %6,684 %6,120 %1095,508 %5,055 %2,957 %3,635 %6,671 %6,110 %1105,506 %5,048 %2,960 %3,632 %6,659 %6,100 %1115,505 %5,041 %2,963 %3,629 %6,647 %6,091 %1125,504 %5,035 %2,966 %3,626 %6,636 %6,081 %1135,502 %5,028 %2,969 %3,623 %6,624 %6,072 %1145,501 %5,022 %2,972 %3,621 %6,613 %6,063 %1155,500 %5,015 %2,975 %3,618 %6,602 %6,054 %1165,498 %5,009 %2,978 %3,615 %6,591 %6,046 %1175,497 %5,003 %2,980 %3,612 %6,581 %6,037 %1185,496 %4,997 %2,983 %3,610 %6,570 %6,029 %1195,495 %4,991 %2,986 %3,607 %6,560 %6,020 %1205,493 %4,986 %2,988 %3,605 %6,550 %6,012 %1215,492 %4,980 %2,991 %3,602 %6,540 %6,004 %1225,491 %4,974 %2,993 %3,600 %6,530 %5,996 %1235,490 %4,969 %2,996 %3,597 %6,520 %5,989 %1245,489 %4,963 %2,998 %3,595 %6,511 %5,981 %

1255,488 %4,958 %3,001 %3,592 %6,501 %5,974 %1265,487 %4,953 %3,003 %3,590 %6,492 %5,966 %1275,485 %4,948 %3,006 %3,588 %6,483 %5,959 %1285,484 %4,943 %3,008 %3,586 %6,474 %5,952 %1295,483 %4,938 %3,010 %3,583 %6,465 %5,945 %1305,482 %4,933 %3,012 %3,581 %6,457 %5,938 %1315,481 %4,928 %3,014 %3,579 %6,448 %5,931 %1325,480 %4,923 %3,017 %3,577 %6,440 %5,924 %1335,479 %4,918 %3,019 %3,575 %6,432 %5,918 %1345,478 %4,914 %3,021 %3,573 %6,424 %5,911 %1355,477 %4,909 %3,023 %3,571 %6,416 %5,905 %1365,476 %4,905 %3,025 %3,569 %6,408 %5,899 %1375,476 %4,900 %3,027 %3,567 %6,400 %5,892 %1385,475 %4,896 %3,029 %3,565 %6,392 %5,886 %1395,474 %4,892 %3,031 %3,563 %6,385 %5,880 %1405,473 %4,887 %3,033 %3,561 %6,377 %5,874 %1415,472 %4,883 %3,035 %3,559 %6,370 %5,868 %1425,471 %4,879 %3,037 %3,557 %6,363 %5,863 %1435,470 %4,875 %3,038 %3,556 %6,356 %5,857 %1445,469 %4,871 %3,040 %3,554 %6,349 %5,851 %1455,469 %4,867 %3,042 %3,552 %6,342 %5,846 %1465,468 %4,863 %3,044 %3,550 %6,335 %5,840 %1475,467 %4,859 %3,046 %3,549 %6,328 %5,835 %1485,466 %4,855 %3,047 %3,547 %6,322 %5,829 %1495,465 %4,852 %3,049 %3,545 %6,315 %5,824 %1505,465 %4,848 %3,051 %3,544 %6,309 %5,819 %Term to maturity (in years)Renminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean wonTurkish lira11,762 %3,018 %15,376 %3,461 %3,248 %48,948 %21,762 %3,071 %14,022 %3,211 %3,103 %41,250 %31,813 %3,164 %13,342 %3,098 %3,019 %34,846 %41,886 %3,265 %13,017 %3,052 %2,994 %30,025 %51,959 %3,350 %12,874 %3,031 %2,976 %26,513 %62,018 %3,422 %12,852 %3,021 %2,967 %24,095 %72,069 %3,481 %12,930 %3,018 %2,966 %22,489 % 82,120 %3,528 %13,051 %3,018 %2,971 %21,542 %92,172 %3,569 %13,208 %3,020 %2,975 %21,058 %102,228 %3,602 %13,381 %3,024 %2,976 %20,672 %112,289 %3,632 %13,550 %3,028 %2,971 %20,293 %122,352 %3,662 %13,714 %3,033 %2,962 %19,918 %132,416 %3,692 %13,854 %3,038 %2,951 %19,544 %142,479 %3,724 %13,971 %3,043 %2,940 %19,170 %152,541 %3,756 %14,032 %3,049 %2,930 %18,797 %162,601 %3,790 %14,037 %3,054 %2,920 %18,424 %172,658 %3,823 %13,995 %3,059 %2,912 %18,052 %182,714 %3,853 %13,916 %3,064 %2,905 %17,684 %192,767 %3,881 %13,806 %3,070 %2,901 %17,320 %202,818 %3,903 %13,672 %3,075 %2,898 %16,961 %212,867 %3,921 %13,520 %3,080 %2,898 %16,609 %222,913 %3,934 %13,353 %3,084 %2,899 %16,265 %232,957 %3,943 %13,175 %3,089 %2,902 %15,931 %243,000 %3,950 %12,991 %3,094 %2,906 %15,606 %253,040 %3,953 %12,803 %3,098 %2,911 %15,291 %263,078 %3,955 %12,613 %3,103 %2,916 %14,988 %273,115 %3,956 %12,424 %3,107 %2,921 %14,695 %283,150 %3,955 %12,236 %3,111 %2,927 %14,414 %293,183 %3,953 %12,052 %3,115 %2,934 %14,145 %303,215 %3,950 %11,871 %3,119 %2,940 %13,886 %313,246 %3,946 %11,695 %3,123 %2,947 %13,639 %323,275 %3,942 %11,525 %3,126 %2,953 %13,402 %333,303 %3,938 %11,359 %3,130 %2,960 %13,176 %343,329 %3,933 %11,200 %3,133 %2,966 %12,960 %353,355 %3,928 %11,046 %3,136 %2,972 %12,754 %363,379 %3,923 %10,898 %3,140 %2,979 %12,556 %373,402 %3,917 %10,756 %3,143 %2,985 %12,368 %383,425 %3,912 %10,619 %3,146 %2,991 %12,188 %393,446 %3,907 %10,488 %3,149 %2,997 %12,016 %403,467 %3,901 %10,362 %3,152 %3,003 %11,852 %413,487 %3,896 %10,241 %3,154 %3,009 %11,695 %423,506 %3,891 %10,125 %3,157 %3,014 %11,544 %433,524 %3,885 %10,013 %3,160 %3,020 %11,400 %443,541 %3,880 %9,907 %3,162 %3,025 %11,263 %

453,558 %3,875 %9,804 %3,165 %3,030 %11,131 %463,574 %3,870 %9,706 %3,167 %3,035 %11,004 %473,590 %3,865 %9,611 %3,169 %3,040 %10,883 %483,605 %3,861 %9,520 %3,172 %3,045 %10,766 %493,620 %3,856 %9,433 %3,174 %3,049 %10,654 %503,634 %3,852 %9,349 %3,176 %3,054 %10,547 %513,647 %3,847 %9,268 %3,178 %3,058 %10,443 %523,660 %3,843 %9,190 %3,180 %3,062 %10,344 %533,673 %3,839 %9,115 %3,182 %3,066 %10,248 %543,685 %3,835 %9,043 %3,184 %3,070 %10,156 %553,697 %3,831 %8,973 %3,186 %3,074 %10,067 %563,708 %3,827 %8,906 %3,188 %3,078 %9,982 %573,719 %3,823 %8,841 %3,189 %3,082 %9,899 %583,730 %3,820 %8,778 %3,191 %3,085 %9,819 %593,740 %3,816 %8,718 %3,193 %3,089 %9,742 %603,750 %3,813 %8,659 %3,194 %3,092 %9,668 %613,759 %3,809 %8,603 %3,196 %3,095 %9,596 %623,769 %3,806 %8,548 %3,197 %3,098 %9,526 %633,778 %3,803 %8,495 %3,199 %3,101 %9,459 %643,787 %3,800 %8,444 %3,200 %3,104 %9,393 %653,795 %3,797 %8,394 %3,202 %3,107 %9,330 %663,803 %3,794 %8,346 %3,203 %3,110 %9,269 %673,812 %3,791 %8,299 %3,204 %3,113 %9,209 %683,819 %3,789 %8,253 %3,206 %3,116 %9,151 %693,827 %3,786 %8,209 %3,207 %3,118 %9,095 %703,834 %3,783 %8,166 %3,208 %3,121 %9,041 %713,842 %3,781 %8,125 %3,209 %3,123 %8,988 %723,849 %3,778 %8,084 %3,211 %3,126 %8,937 %733,855 %3,776 %8,045 %3,212 %3,128 %8,887 %743,862 %3,774 %8,007 %3,213 %3,130 %8,838 %753,868 %3,771 %7,970 %3,214 %3,132 %8,791 %763,875 %3,769 %7,933 %3,215 %3,135 %8,745 %773,881 %3,767 %7,898 %3,216 %3,137 %8,700 %783,887 %3,765 %7,864 %3,217 %3,139 %8,657 %793,893 %3,763 %7,830 %3,218 %3,141 %8,614 % 803,898 %3,761 %7,798 %3,219 %3,143 %8,573 %813,904 %3,759 %7,766 %3,220 %3,145 %8,532 %823,909 %3,757 %7,735 %3,221 %3,147 %8,493 %833,915 %3,755 %7,704 %3,222 %3,148 %8,455 %843,920 %3,753 %7,675 %3,223 %3,150 %8,417 %853,925 %3,751 %7,646 %3,224 %3,152 %8,381 %863,930 %3,749 %7,618 %3,225 %3,154 %8,345 %873,935 %3,748 %7,590 %3,226 %3,155 %8,310 %883,939 %3,746 %7,563 %3,226 %3,157 %8,276 %893,944 %3,744 %7,537 %3,227 %3,159 %8,242 %903,948 %3,743 %7,512 %3,228 %3,160 %8,210 %913,953 %3,741 %7,486 %3,229 %3,162 %8,178 %923,957 %3,740 %7,462 %3,229 %3,163 %8,147 %933,961 %3,738 %7,438 %3,230 %3,165 %8,116 %943,965 %3,737 %7,414 %3,231 %3,166 %8,087 %953,969 %3,735 %7,391 %3,232 %3,167 %8,057 %963,973 %3,734 %7,369 %3,232 %3,169 %8,029 %973,977 %3,733 %7,347 %3,233 %3,170 %8,001 %983,981 %3,731 %7,325 %3,234 %3,171 %7,974 %993,985 %3,730 %7,304 %3,234 %3,173 %7,947 %1003,988 %3,729 %7,283 %3,235 %3,174 %7,920 %1013,992 %3,727 %7,263 %3,236 %3,175 %7,895 %1023,995 %3,726 %7,243 %3,236 %3,176 %7,869 %1033,999 %3,725 %7,223 %3,237 %3,178 %7,845 %1044,002 %3,724 %7,204 %3,237 %3,179 %7,820 %1054,006 %3,722 %7,186 %3,238 %3,180 %7,797 %1064,009 %3,721 %7,167 %3,239 %3,181 %7,773 %1074,012 %3,720 %7,149 %3,239 %3,182 %7,750 %1084,015 %3,719 %7,131 %3,240 %3,183 %7,728 %1094,018 %3,718 %7,114 %3,240 %3,184 %7,706 %1104,021 %3,717 %7,097 %3,241 %3,185 %7,684 %1114,024 %3,716 %7,080 %3,241 %3,186 %7,663 %1124,027 %3,715 %7,064 %3,242 %3,187 %7,642 %1134,030 %3,714 %7,047 %3,242 %3,188 %7,622 %1144,033 %3,713 %7,031 %3,243 %3,189 %7,601 %1154,035 %3,712 %7,016 %3,243 %3,190 %7,582 %

1164,038 %3,711 %7,000 %3,244 %3,191 %7,562 %1174,041 %3,710 %6,985 %3,244 %3,192 %7,543 %1184,043 %3,709 %6,971 %3,245 %3,193 %7,524 %1194,046 %3,708 %6,956 %3,245 %3,194 %7,506 %1204,049 %3,707 %6,942 %3,246 %3,195 %7,488 %1214,051 %3,706 %6,928 %3,246 %3,196 %7,470 %1224,053 %3,705 %6,914 %3,247 %3,197 %7,452 %1234,056 %3,705 %6,900 %3,247 %3,198 %7,435 %1244,058 %3,704 %6,887 %3,248 %3,198 %7,418 %1254,061 %3,703 %6,873 %3,248 %3,199 %7,401 %1264,063 %3,702 %6,860 %3,248 %3,200 %7,385 %1274,065 %3,701 %6,848 %3,249 %3,201 %7,369 %1284,067 %3,700 %6,835 %3,249 %3,202 %7,353 %1294,070 %3,700 %6,823 %3,250 %3,202 %7,337 %1304,072 %3,699 %6,811 %3,250 %3,203 %7,322 %1314,074 %3,698 %6,799 %3,250 %3,204 %7,307 %1324,076 %3,697 %6,787 %3,251 %3,205 %7,292 %1334,078 %3,697 %6,775 %3,251 %3,205 %7,277 %1344,080 %3,696 %6,764 %3,251 %3,206 %7,262 %1354,082 %3,695 %6,752 %3,252 %3,207 %7,248 %1364,084 %3,695 %6,741 %3,252 %3,207 %7,234 %1374,086 %3,694 %6,730 %3,252 %3,208 %7,220 %1384,088 %3,693 %6,719 %3,253 %3,209 %7,206 %1394,090 %3,692 %6,709 %3,253 %3,209 %7,193 %1404,092 %3,692 %6,698 %3,253 %3,210 %7,180 %1414,093 %3,691 %6,688 %3,254 %3,211 %7,167 %1424,095 %3,691 %6,678 %3,254 %3,211 %7,154 %1434,097 %3,690 %6,668 %3,254 %3,212 %7,141 %1444,099 %3,689 %6,658 %3,255 %3,212 %7,128 %1454,100 %3,689 %6,648 %3,255 %3,213 %7,116 %1464,102 %3,688 %6,638 %3,255 %3,214 %7,104 %1474,104 %3,687 %6,629 %3,256 %3,214 %7,092 %1484,106 %3,687 %6,620 %3,256 %3,215 %7,080 %1494,107 %3,686 %6,610 %3,256 %3,215 %7,068 %1504,109 %3,686 %6,601 %3,257 %3,216 %7,057 % Term to maturity (in years)US dollarYen15,041 %0,175 %24,503 %0,290 %34,239 %0,365 %44,064 %0,427 %53,960 %0,493 %63,899 %0,562 %73,861 %0,637 %83,836 %0,710 %93,822 %0,780 %103,812 %0,849 %113,810 %0,914 %123,813 %0,976 %133,816 %1,035 %143,819 %1,093 %153,820 %1,151 %163,818 %1,208 %173,813 %1,263 %183,805 %1,313 %193,793 %1,356 %203,777 %1,392 %213,757 %1,419 %223,733 %1,441 %233,707 %1,458 %243,679 %1,474 %253,650 %1,488 %263,620 %1,503 %273,590 %1,519 %283,561 %1,536 %293,534 %1,556 %303,510 %1,577 %313,489 %1,602 %323,470 %1,628 %333,454 %1,657 %343,439 %1,686 %353,427 %1,715 %363,415 %1,745 %373,406 %1,775 %383,397 %1,805 % 393,389 %1,834 %403,382 %1,864 %413,376 %1,892 %423,370 %1,920 %433,366 %1,948 %443,361 %1,974 %453,357 %2,001 %463,354 %2,026 %473,350 %2,051 %483,348 %2,075 %493,345 %2,098 %503,343 %2,121 %513,341 %2,143 %523,339 %2,165 %533,337 %2,185 %543,335 %2,206 %553,334 %2,225 %563,333 %2,244 %573,331 %2,263 %583,330 %2,281 %593,329 %2,298 %603,328 %2,315 %613,327 %2,331 %623,326 %2,347 %633,326 %2,363 %643,325 %2,378 %653,324 %2,392 %663,324 %2,406 %673,323 %2,420 %683,323 %2,434 %693,322 %2,447 %703,322 %2,459 %713,321 %2,472 %723,321 %2,484 %733,320 %2,496 %743,320 %2,507 %753,320 %2,518 % 763,319 %2,529 %773,319 %2,539 %783,319 %2,550 %793,318 %2,560 %803,318 %2,570 %813,318 %2,579 %823,318 %2,588 %833,317 %2,598 %843,317 %2,606 %853,317 %2,615 %863,317 %2,624 %873,316 %2,632 %883,316 %2,640 %893,316 %2,648 %903,316 %2,656 %913,316 %2,663 %923,315 %2,671 %933,315 %2,678 %943,315 %2,685 %953,315 %2,692 %963,315 %2,699 %973,315 %2,706 %983,314 %2,712 %993,314 %2,719 %1003,314 %2,725 %1013,314 %2,731 %1023,314 %2,737 %1033,314 %2,743 %1043,314 %2,749 %1053,313 %2,755 %1063,313 %2,760 %1073,313 %2,766 %1083,313 %2,771 %1093,313 %2,776 %1103,313 %2,782 %1113,313 %2,787 %1123,313 %2,792 %1133,312 %2,797 %

1143,312 %2,801 %1153,312 %2,806 %1163,312 %2,811 %1173,312 %2,815 %1183,312 %2,820 %1193,312 %2,824 %1203,312 %2,829 %1213,312 %2,833 %1223,312 %2,837 %1233,311 %2,841 %1243,311 %2,846 %1253,311 %2,850 %1263,311 %2,854 %1273,311 %2,857 %1283,311 %2,861 %1293,311 %2,865 %1303,311 %2,869 %1313,311 %2,872 %1323,311 %2,876 %1333,311 %2,880 %1343,311 %2,883 %1353,310 %2,887 %1363,310 %2,890 %1373,310 %2,893 %1383,310 %2,897 %1393,310 %2,900 %1403,310 %2,903 %1413,310 %2,906 %1423,310 %2,909 %1433,310 %2,912 %1443,310 %2,915 %1453,310 %2,918 %1463,310 %2,921 %1473,310 %2,924 %1483,310 %2,927 %1493,309 %2,930 %1503,309 %2,933 %

Annex

ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

1. EXPOSURES TO CENTRAL GOVERNMENTS AND CENTRAL BANKS The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years)AustriaBelgiumBulgariaCroatiaCzech RepublicCyprusDenmark10026502002003450340300395039040142514005024653440603496546071452684808255451048092656511460103758612450Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003364122000021041830000188420410001654215200015242263000150423740001484248501015232596020154126107030156426Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland1634013042138901804318111202004 4211315021045231517023046251618024047271720025048291922026049312023127041032202412704Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom12081014400234151317900339171521120044018162515005431918291700646201932180074721213320008482322352200946242236230010452223362400Duration (in years)IcelandLiechtensteinNorwaySwitzerlandAustraliaBrazilCanada1500001202500001203500001204500001205500001206500001207500001208500001209500001201050000120 Duration (in years)ChileChinaColombiaHong KongIndiaJapanMalaysia116011010002171170100031722601000416333010005153340100061433701000713439010008147370100091553501000101353701010Duration (in years)MexicoNew ZealandRussiaSingaporeSouth AfricaSouth KoreaThailand18000781290001011031000012110411000141305110201514061105016150711070191508110110211509110160221501011016024150Duration (in years)TaiwanTurkeyUnited States14002400340044005400640074008400940010400
2. EXPOSURES TO FINANCIAL INSTITUTIONS 2.1. Euro Duration(in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6161941108223501115926194110822350193837214310322049776949244610521949664051026511092194965406112854113219496496712305611621949649681231561152194964969133256114219496496101333561142194964961114345711421949649612143557114219496496131435571142194964961415365711421949649615153657114219496496161536571142194964961716365711421949649618173657114219496496191836571142194964962019365711421949649621203657114219496496222136571142194964962322365711421949649624233657114219496496252336571142194964962624365711421949649627253657114219496496282636571142194964962926365711421949649630273657114219496496

2.2. Czech koruna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61193254121236514117322033551222375159493213557117233511779422375911823251064952339631212315095486234066125230508508723416712622950750782241661252295075079224166124228506506102242651232275055051122426512222750550512224364122226504504132243641212265045041421426312122550350315214263120225503503162041621202245025021720416212022450250218204162120224502502192142631202245025022021426312022550350321214263121225503503222142631212255035032322426312122550350324234263121225503503252442631212255035032625426312122550350327254263121225503503282642631202255035032927426312022550350330274263120225503503 2.3. Danish krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6161941108223501115926194110822350193837214310321949776949244610521849664051026511082184965406112854113218496496712305611521849649681231561152184964969123256114218496496101333561142184964961114345611421849649612143556114218496496131435561142184964961414355611421849649615153556114218496496161535561142184964961716355611421849649618173556114218496496191835561142184964962019355611421849649621193556114218496496222135561142184964962322355611421849649624233556114218496496252335561142184964962624355611421849649627253656114218496496282636561142184964962926365611421849649630273656114218496496 2.4. Forint Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61799211518129657412132768911117829357198937993115175292569814479941161752895666795789411917728656457467895120179285563563777951211802835615618769512017828256056097594119177281559559107393116173278556556117191114171276554554127091113170275553553137091112170274552552147091112169274552552157091112169273551551166990111168273551551176990111168273551551186889110168272550550196889110167272550550206788109167271549549216788109166270548548226687108165270548548236586107164269547547246485106163268546546256384105162267545545266283104161266544544276182103160265543543286081102159264542542295980101158263541541305879100157262539539 2.5. Krona Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61102345112227505115621225471132285069383142849109226504770416315311222650364151733581162265045416183561120226504504719376312222550350381937631212255035039193862120225502502101939621202245025021119406212022450250212204062120224502502132041621202245025021420416212022450250215214262120224502502162041621202245025021721426312022550350318214263120225503503192142631212255035032022436412122650450421224364122226504504222243641222265045042323446512222750450424234465122227504504252444651222275045042624446512222750450427254465122226504504282643641222265045042926436412222650450430274364122226504504

2.6. Lev Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 615184010722250011582518401072225009373620421022194967694823451052184966405925501082184965406102753112218496496712295511521849649681230551142184964969123155113218496496101232551132184964961113335611321849649612133456113218496496131434561132184964961414355611321849649615153556113218496496161535561132184964961716355611321849649618173556113218496496191835561132184964962019355611321849649621193556113218496496222135561132184964962322355611321849649624233556113218496496252335561132184964962624355611321849649627253556113218496496282635561132184964962926355611321849649630273556113218496496 2.7. Pound sterling Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61724511372415191183272451137241519957382652126238516785410285411823651465351230561092355135516143459104234512512716366098233511511818385992232510510920446287231509509102044618523050850811194359862295075071219436087228506506131943608822850650614194360882275055051519436088226504504161943608822550350317194460882245025021819446088224502502191944608822450250220204460882245025022121446088224502502222244608822450250223224460882235015012423446088223501501252444608822250050026254460882214994992725446088221499499282644608822049849829274460882204984983027446088219497497 2.8. Romanian leu Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61829511818429957712022819411718329857697738296118177294572805482971191792925706725819712218029056856968198124183288566566780981241832865645648789712218028456256297796120178283560560107696119177281559559117595118175280558558127495117174278556556137394115173277555555147293114171276554554157192113170274552552166990111169273551551176889110168272550550186889110167272549549196788109166271549549206687108165270548548216586107164269547547226485106163268546546236384105162267545545246283104161266544544256182103160265543543266081102159263541541275879100158262540540285778991572615395392956779815626053853830557697155259537537 2.9. Zloty Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6156699115727355011852556891157272550965356709215226854679545772941542675456635577398156266543561657741001592645425427577510016026354154185674991582625405409547498156260538538105474971552595375371154749715425953753712537496153258536536135374951532575355351453749515225753553515527394152256534534165172931512555335331751729315025553353318507192150254532532195071921492545325322050719214925453253221497091149253531531224970911482535315312348699014825253053024486990147252530530254768891462515295292646678814625052852827466788145250527527284566871442495275272944658614424852652630436585143247525525

2.10. Króna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61911041261923085851254290103126192307585101539010412618630258083149010512718730057869059010613118929957758169110813419329857657679211013519529857657689111013519429857557599211113519329857557510921121351932975755751192113135193297575575129211313419229657457413911121331912955735731490111132190294572572158911013118929357157116881091301882925705701787108129186291569569188610712818529056856819851061271842895675672084105126183288566566218310412518228756556522811021231812855635632380101122179284562562247899120178282560560257798119176281559559267596117175279557557277495116173278556556287293114172276554554297192113170275553553307091112169273551551 2.11. Norwegian krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61304366132247525117523144661332485269553324667127244522784432477012924252065253349741322415195506335076135241519519734527713724051851883352771352395175179325276134238516516103252761332385165161132537513323751551512325374132236514514133253741312365145141431527313123551351315315273130235513513163051721302345125121730517212923451251218305172129234512512193051721292345125122030517212923451251221305172129234512512223051721292345125122330517212923451151124295071129233511511252950711292335115112629507112823351151127295071128232510510282849701282325105102928497012723251051030284970127232509509 2.12. Swiss franc Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61042289204482111921523902054839093252585202480747446288820147962354933912014795276611379620147947977133998201479479881439972014794799814399720147947910916399620147947911111840972024804801212173996201479479131318409720248048014141839972014794791514173896200478478161517389520047847817161738952004784781817173895200478478191817389620047847820181839962014794792119193996201479479222019399620147947923222139962014794792422213996201479479252322399620147947926242339962004784782725233896200478478282524389620047847829262538962004784783027263996200478478 2.13. Australian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61435678145260538117324356791452605389523445880140257534782445608214225553365254662861442545325516466389148254531531747659015025353153184665901482525305309456589147251529529104565881462515295291145658814525052852812456687145249527527134566871442495275271444658614424852652615446586143248526526164364851422475255251743648514224752452418426384142246524524194263841412465245242042638414124652352321416283141245523523224162831402455235232340618214024452252224406182139244521521253960811382435215212638598013824252052027375879137241519519283758791362415185182936577813524051851830355677135239517517

2.14. Baht Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61152851117232510113621932541212365149233233759119235513760427426412423751563453046701282385165366294672131237514514734527713724051851883351761352395175179345377135240518518103555791362415195191137578013724252052012385981138242520520133960811382435215211439608113924352152115406182139244521521163960811392435215211739618213924352152118396081138243521521193960811382435215212039608113824352152121396081138243521521223960811382435215212338608013824252052024385980138242520520253859801372425205202637587913724151951927375879136241519519283657781362405185182936577813524051851830355677135239517517 2.15. Canadian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61183154120235513118021932551212365149553213557117234511783423386012023351165152440651232335105496254268127233510510726447012923251051082645701282325105109264670128232510510102747701282325105101128487112823351051012284971128233510510132849711282335105101429507112823351051015295071128233511511162849701282325105101728507112823251051018284970128232510510192849701282325105102029507112823251051021284970128232510510222849701282325105102328497012723251051024274869127231509509252748691262315095092626476812623050850827264768125230508508282647671252295075072927466712422950750730274667124229507507 2.16. Chilean peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6153668815527054811942556890156271549972358729415427054880046176981572705486675637910316127154956466481107166271549549765831091682715495498658410916727154954996584109167271549549106686109166271549549116686109166271549549126686108166270548548136586108165270547547146586107164269547547156485106164268546546166385105163267545545176384105162267545545186283104162266544544196283104161266544544206182103161265543543216182102160264542542226081102159264542542235980101158263541541245879100157262540540255778991562615395392656779815626053853827557697155259537537285475961542585365362953749515325753553530537494152256534534 2.17. Colombian peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 618497119186301579122528910212419130658410073921061281883045828354941091311913045827005981141381963065845936100117143202307585585710212014620530858658681031221472053095875879104123148206310588588101051251482063105885881110512614820631058858812105126147205309587587131041251462043085865861410312414520230758558515102123144201305583583161001211422003045825821799120141198303581581189711813919730157957919961171381953005785782095116137194299577577219311413519329757557522921131341912955735732390111132189294572572248810913018829257057025861071281862905685682685106127184289566566278310412518228756556528811021231812855635632980101122179284561561307899120177282560560

2.18. Hong Kong dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61122548114229507117321528501172325109513183254114231508781421365811823150965052340641222325105496254268127232510510726447012923251051082645701292325105109264670128232510510102747701282325105101127487012823251051012274870127232510510132748691272315095091427486912623150950915264768126230508508162647681252305075071725466712522950750718254667125229507507192546671252295075072025466712522950750721254767125229507507222547671252295075072325466712522950750724254667125229507507252546671242295075072625466712422950750727254667124229507507282646661242285065062927456612422850650630274566123228506506 2.19. Indian rupee Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61931061281953105881216294107130196311589986396110132192309586811498113136195308586676510011614019830858658661011181442033085865867102120145205308586586810212014520430858658691011201442023075855851010012014320130658458411991201422003045825821298119141198303580580139711813919630157957914951161371952995775771594115136193298576576169211313419129657457417911121331902945725721889110131189293571571198810913018729257057020871081291862915695692186107128185290568568228510612718428956756723841051261832885655652482103124182286564564258110212318128556356326801011221792845625622779100121178283561561287899120177282559559297798119176280558558307597117175279557557 2.20. Mexican peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61300313336402517795128828910212419130658410383921061271873045828494951101321923055837055971131381963065835956991161422013065845847100118144203306584584810112014520330758558591011211452033075855851010212214520330758558511102123145202307585585121031231452033075855851310312414520330758558514104125146203308586586151041251462043085865861610512614720430958758717106127148205310588588181071281492063115895891910712814920731158958920108129150207312590590211081291502073115895892210712814920631158958923106127148206310588588241051261472053095875872510412514620430858658626103124145202307585585271011221432013055835832810012114219930458258229991201411983025805803097118139196301579579 2.21. New Taiwan dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61010339921449211162110339921449290832133494211489748441437962094876245416419920848652766184310220848648677194510420748548588194410320648448498194310120648348310920431002054834831111214310020548348312122143100205483483131322431012054834831414224310120548348315142344101206484484161523441022064844841716244510220748548518172445103207485485191825461032084864862018264710420948748721192748105210488488222128481062104884882322284910621148948924232949107211489489252329501072124904902624295010821249049027253050108212490490282530511082134914912926305110821349149130273051109213491491

2.22. New Zealand dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61506385152267545119025164861522685459633526687147264542789453689014926254065755369941522625405556547197156261539539754729815726053853885472971562605385389537297154259537537105272961532585365361152729515225753553512517293151255533533135071921502545325321449709114825353153115486990147252530530164768891462515285281746678814525052852818456687144249527527194465861442485265262044658614324852652621436485143247525525224364851422475255252342638414224652452424426384141245523523254162831402455235232640618214024452252227406181139243521521283960811382435215212938598013824252052030385980137241519519 2.23. Rand Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611121251482143296071241211412714921633160910093117131153213329607831412013515721733060869551221391632213316096096124141167226332609609712614416922933261061081261451702283326106109126145170228332610610101261461702273326106101112614716922733160960912126146168225330608608131251451672243296076071412314416522332760560515122143164221326603603161201411622193236016011711813916021732260060018116137158215320598598191141351562143185965962011313415521231759459421111132153210315593593221091301512083135915912310712814920731158958924105126147205309587587251031251452033075855852610212314420130658358327100121142199304582582289811914019730258058029961171381963005785783095116137194299576576 2.24. Real Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611651782012673826601268217418720927539166810333179193215275392669853418319822027939367071351852012252833936716716185202228287392670670718620422928939267067081852032282873916696699184203227285390668668101842032272843896676671118320322528338766566512181201223281385663663131791992212783836616611417619721827538065865815173194215272377655655161701912122703746526521716718820926737164964918164185206264368646646191621832042613666436432015918020125836364164121156177198255360638638221531741952523576356352315017119224935463263224147168189246351629629251441651862433486266262614116218324034562362327138159180237342620620281351561772343396176172913215317423233661461430130151172229334611611 2.25. Renminbi-yuan Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61304365131247524112923144661322485259183324668128245522756434497113024452263153551761332435215346365378137243521521736548013924252052083554791372415195199355478136241519519103554781352405185181135557713523951751712345577134239517517133455771342385165161434557613423851651615345576133238516516163455761332385165161734557613423851651618345576134238516516193455761342385165162035567713423951651621355677134239517517223556771342395165162334557613423851651624345576134238516516253455761332385165162634557613323851651627335475133237515515283354751322375155152933547513223751551530325374132236514514

2.26. Ringgit Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61284163130245523115123043651322475259373334769129245523772436517313324652464453854791372475255456405783142247525525741598514524852552584260851442485265269426185143248526526104363861442485265261144648714424952752712446587144249527527134566871442495275271445668714424952752715456687144249527527164566871442495275271745668714424952752718456687144249527527194566871452495275272046678814525052752721466788145250528528224667881452505275272345668714524952752724456687144249527527254566871442485265262644658614324852652627436585143247525525284364851422475255252942638414224652452430426384141246523523 2.27. Russian rouble Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6112814116323034562313732126139162228343621110331271411632223396179014128143165224338616749512914516922733761563261291461712303366146147129147173232335613613812814717223133461261291271471712293336116111012714717122833361161111127148170228332610610121271471692273316096091312614716822533060860814125146167224329607607151231441652223276056051612114216322032560360317119140161218323601601181171381592163215995991911513615721431959759720113134155212317594594211101311522103145925922210812915020831259059023106127148205310588588241041251462033085865862510212314420130558358326991201411993035815812797118139197301579579289511613719529957757729931141351932975755753091112133191295573573 2.28. Singapore dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6111437103218496115823163810522049894036204110121849677248234510521849664451026511092194975446122955114219497497713315711621949749781332571162194974979133357115219497497101434571142194974971114345711421949749712143557114218496496131435561142184964961414355611321849649615153556113218496496161635561132184954951716355611321849649618173556113218496496191835561132184964962019355611421849649621213657114219497497222136571152194974972322365711521949749724233757115219497497252437581152194974972624375811522049749727253758115220498498282637581152204984982927375811522049849830273758115220498498 2.29. South Korean won Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61344769136251529115523447701362515299383354971131247525771435507313224552364353652761342445225436385581140245523523736548013924252052083957831412455235239385782140244522522103454771352395175171130517313123551351312284870128232510510132647681252305085081424456612422850650615234465122227505505162143631212255035031721426312022550350318204162120224502502192041621192245025022020416211922450250221214162119224502502222141621192245025022322416211922450250224234162119224501501252441611192235015012624406111922350150127254061119223501501282640611182235015012926406111822350150130274061118223501501

2.30. Turkish lira Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6121823125432043571320472214227250316431709156932102242463064227001224420622124430341669497752022182433014116897996198215241300406684684719521323829840167967981902092342933966746749186205230288392670670101822022262833886666661117919922227938466266212175196217275379657657131711922132713756536531416818820926737164964915164185206263368646646161601812022603646426421715717819925636163963918154175196253358635635191511721932503546326322014816919024735162962921145166187244348626626221421631842413456236232313916018123834362062024136157178235340618618251331541752323376156152613015117222933461261227127148169227331609609281251461672243296076072912214316422232660460430120141162219324602602 2.31. US dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 618254799234512118628254799234512959310285095232510787412335494232510655516385997233511553618426394233511511719446390233511511818436389234511511919456592234511511102148679523451151111235068982345115111224526999233511511132654709923351151114265570992335115111526557199233511511162655719923351151117265571992335115111826557199233511511192655719923351151120265571992345115112126557199234512512222655719923451251223265571992345115112426557199233511511252655719923351151126265571992335115112726557199233510510282655719923251051029275571992325105103027557199231509509 2.32. Yen Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61041379194472110221512781934718973251272189467739446147418746561754719761864645216672281186464464778238318646446488923821864644649810238118646446410911238118646446411111124811864644641212122481186464464131313248218646446414141325821864644641514142582187465465161516258218746546517161626831874654651817172683188466466191817288418846646620181829851894674672119193085190467467222019318519046846823222132861904684682422213386190468468252322348619046846826242336861904684682725233786190468468282524378519046846829262438851904684683027253985190468468 3. OTHER EXPOSURES 3.1. Euro Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611132041155298318221132041155339237731142246151354179941152549149354139152172852149346110364203155149333894752232571493187388623345914930161996243562149284527106253763149268453117253764149251393127253864149241344137253864149241302147253864149241268157253964149241241167254164149241241177254464149241241187254664149241241197254864149241241208255164149241241218255364149241241229255664149241241239255764149241241249256064149241241251025626414924124126102565661492412412710256768149241241281125707014924124129112672721492412413012267474149241241

3.2. Czech koruna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611426335416830232232152734551693432408315283659164358182441428386316235914125152941641613511119615314266160338907716334367159323750816334469159306630916334571158289536101534467215827246111153346731572564001215334572156249349131433457215624830714143244711552482721513324471155247247161331447015424724717133145701542472471813314770154247247191331497015524724720133252711552472472114325471155247247221432567115524824823143259711552482482414326171155248248251432647115524824826143266711552482482714326971155247247281332717115524724729133273721552472473013327674155247247 3.3. Danish krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611132040155298318121132040155339237631142245151354179841152549148354139152172851148346110264193054148333893752232561483187388523345914830161996243561148284527106243763148268453117253764148251393127253864148241344137253864148241302147253864148241267157253964148241241167254164148241241177254464148241241187254664148241241197254864148241241208255164148241241218255364148241241229255664148241241239255764148241241249256064148241241251025626414824124126102565661482412412710256768148241241281125707014824124129112672721482412413012267474148241241 3.4. Forint Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 617487931142293223340271839011122535725143738694118223374190947185951192193751479570859612021736711736708697121215354951770879712121333878686986971222123206599698698124211304561106684961232083004821164829512220629841812638194121205297365136281931202042963211462819312020429629615628093119204296296166180921192032952951761809211920329529518617991118202295295196079911182022942942060789011720129329321597790116201293293225877891162002922922357768811519929129124567587114198290290255574861131972892892654738511219628828827537284111195287287285271831101942862862951698210919328528530506881108192284284 3.5. Krona Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61517244515929731712719264616133923773821295215735417994822325615635513925102435591563461103611273862156334894712293963155318738812294065155302620912304168155285527101230436915426845311123143701542523931212314370154247344131331437015424730314133143701542472681513314470155247247161331447015424724717133244711552472471813324671155247247191432497115524824820143351721562482482115335372156249249221533567215624924923153358721572492492415336073157249249251533627315724924926153365721572492492715336772157249249281533707215624924929153372721562492493015337574156248248 3.6. Lev

Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610131940154298317920131940154339237531132145150354179741142449148354139052162751148346110263193054148333893752132561483187378522335814830161995233461148284526106243663148267453116243763148251393126243764148240343136253764148240302146253764148240267156253964148240240166254164148240240176254464148240240186254664148240240197254864148240240208255164148240240218255364148240240229255664148240240239255764148240240249256064148240240251025626414824024026102565661482402402710256768148240240281125707014824024029112672721482402403011267474148240240 3.7. Pound sterling Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610102144174304325120102144174346243031102349169361183841132654166361142151162858165353112662193359164340912742136601633247538624385916230763299314259161290537101134425816027346211103342581592564011210324258158251350139314359158250308149314359157249273159324459156249249169324459155247247179324559154247247189324759154246246199324959154246246209325259154246246219325459154246246229325659154246246239325961153246246249326164153245245251032646615224424426103266671522442442710326969151243243281132717115024324329113273721502422423012327674149242242 3.8. Romanian leu Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 617890961172323263306277899511623135324843768997120225370188747588981232223721464574881001232203641162674891001242183519437739010012421633678087189991252143196559708899126213305558106987991262113044801168869912621030241612678598124209301364136584961232072993201464839512220629829815638194120205297297166280931192032962961761799211820229529518607891117202294294195978901172012932932058778911620029229221577688115199291291225675871141982902902355748611319728928924547385112196288288255371841111952872872652708310919428628627516982108192285285285068801071912842842949677910619028328330486678105189281281 3.9. Zloty Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 615163709020530532582516369902053492450350637195200366186145063739819736714435496475991963591145649657610019434792975066771011933317688496677102192314645948667710319029654810476678104189282472114765771041892814091246657710418828035813466476103187280315144563761031872792791544637510218627827816446274101185278278174362741011852772771843617310018427727719426173100184276276204261731001842762762142607399183276276224160729918327527523415971981822752752440597198182274274253958709718127327326395769961802732732738567095180272272283756729517927127129375575941782702703036547793177270270 3.10. Króna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6186981051252403343460286981041252403662587384971051282343811955483961061312303811508583971091322293711192683991101342283579637851011121362283397938851021131382283216649851031141412283205631085104116142228320483118510411614322731941812851031151422263193651384102114141225318320148310111314022431731715821001121392233153151680991111382223143141779981101372213133131878971091362203123121977961081352193113112076951071342183103102175941061332173093092274921041312153083082372911031302143063062471891021282123053052569881001272113033032668869912520930230227668597124208300300286583961222062992992963829412120529729730628093119204296296

3.11. Norwegian krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 612638446518030232282263945661813452422326384770175361183542539497317236114195254051741713531124626425377171339910727435478170324752826435479169307631926445581168289536102644568316827246111254456831672594001225435682167259349132443558216625830714244254811652582721523425481165257257162341538016425725717224153801642562561822415380164256256192240538016425625620224153801642562562122415380164256256222241568016425625623224059791642562562422406179163256256252140647916325525526214066791632552552721396978163255255282139717816225525529203973781622542543020387678162254254 3.12. Swiss franc Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6100422136288306320162313732922973118281333441742413113213134513505141334131338107262416371313258697251939131311719827214213129560394724441312785141049274613126244211492848132246383124103147131231335135113448132224295145123547131224261156133846130223232166134146130222222176154248130222222186154549130222222197174852130222222207174953131223223218185256131223223229195457131223223239205759131223223249206061131223223251022616213122322326102264641312232232710246666133223223281124686813422322329112571701352232233011267372136222222 3.13. Australian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 613850577819230232222395157781933442414338515983188360183043852628618536114185385364871843531125639556690184340912740566791183325754839566792182308634939576894181291539103957699618127446411385769961802724021238566895179272352133756689517927131014375567941782712741536556794178270270163554669317726926917355366931772692691835536592176268268193453659217626826820345265921762682682134526491175268268223352649117526726723335163901742672672432506390174266266253150648917326526526304966881722642642730486987171264264282947718617126326329284774861702622623027467685169261261 3.14. Baht Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611123295016529231132142633541683342336317303861167350177342033436816735113755223748711683441092622384973167332886727435478170317733826435479169300616927455683170284524102947598617126745111304861881722643921231496288173265343133150628917326530214325062891732662671532506389174266266163250628917326626617325063891742662661831506289173265265193150628917326526520315062891732652652131506289173265265223150628917326526523314962881722652652430496188172264264253049628817226426426304865871712642642729486787171263263282947708617026326329284772861702622623028467585169261261 3.15. Canadian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611426325316830332442152733541693452423315283660165360183241629396416336014165163142661633521122618344569163338909719364670162323751819374873162306630920384975162289536102039517716327246111213951781632554001221395278163255349132139527916325530714213952791632552721521405279163255255162139527816225525517213952781632552551821395278162255255192139527816225525520213952781632552552121395378162255255222139567816225425423203959781622542542420386177161254254251938647716125325326193766761602532532718376876160252252281836717515925225229173673751592512513017367675159251251

3.16. Chilean peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 614860678820230732832506269892043512468352657396202368187445367771012003691453555698110420136111536577283108202348935758758510920133377285876861122013156489597688114201298551105977891162012934741159779011720129341112597789116200293359135876891152002923161457768811519929129115567587114198290290165674871131972902901755748611319728928918557385112196289289195473851121962882882054728411119528728721537184110195287287225271831101942862862351708210919328528524506981108192284284254968801071912832832648677910619028228227486678105189282282284765771041882812812946647610318728028030456377102187279279 3.17. Colombian peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6179919811923332733742849710312423936425643869910713023638419604871001101352343871526590105116139236380121369310811914323736898679511212214623835281689611412415023933468699811512715324033258410981171291552413335021198117129156240333436129811612915523933238113971151271542383313351495114126153237329329159411212515123632832816931111231502343273271791110122149233325325189010812114723132432419881071191462303223222087106118145229321321218610411614322731931922841021151412263183182382101113140224316316248099111138222314314257997109136220313313267795108135219311311277594106133217309309287492104131215308308297290103129214306306307089101128212304304 3.18. Hong Kong dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61820264716230232232102229501643442412312253357162359182641427376216136014135163042651623511120618334468162338908719364670162323750820374873162306629920384975162289535102038517716227246011203951781622553991220395178162254349132038507716125430714193850771612532721519374976160253253161836497616025225217183649751592522521818364875159252252191836497515925125120183652751592522522118365375160252252221836567516025225223183659751592522522418366175159252252251736647515925125126173666751592512512717366975159251251281735717415825125129173573741582512513016357674158250250 3.19. Indian rupee Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61881011071282423363348290102108129244356250939010311113524037319034911051151392383741474592107118141238366116969310912014423835294879511112214623833678389511212314823833065799411212415023732955810941121241512363284801192111123150234327416129110912214923332536313891081201472313233231488106118145229322322158610511714422832032016841031151422263183181783101114140225317317188210011213922331531519809911113822231431420799811013722131331321789710913622031231222779610813521931131123769410713321831031024759310613221630930925749210413121530730726729110313021430630627719010212921330530528708810112821230430429698710012621130330330688699125209302302

3.20. Mexican peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61296308314335450544355928496103124238374265138699107130235389200048810111113623538915445891041151392363801222691107118142236366989793110120144236349816894111122147237331685995113124150237330582109511312515223733050011951141261532373294341295114126153237329379139611412615323733033314961151271542383303301597115127154238331331169711612815523933133117981171291562403323321899118130157241333333191001181301572413343342010011813115824233433421100118131157242334334229911813015724133333323991171291562403333332498116128155239332332259611512715423833033026951141261532373293292794112125151235328328289211112315023432632629911091221482333253253089108120147231323323 3.21. New Taiwan dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610511321472873055205113214732922963151437142345174341616401393461352517184213933810736292044138326871721121451373117208211224713729560494112449136279514104112750135262442114122851135246384124123151135231336135123451135228296145123651135228262156133852136228233166134152136228228176154353137229229186154553137230230197174854138230230207175055139231231218185256140232232229195557140233233239205759141233233249216062141234234251022626414223423426102264651422352352710246667142235235281124686914323523529112671701432352353011267372143235235 3.22. New Zealand dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 614557648519930632732465865852003482444346596790195363184944559699319236314305456071951923551133647627397191342919747647498190326759847647510019030963794664761021892925421046647610318828046611456376102187279404124462741011852783541342617310018427631114416072991832752751540597198182274274163957709618127327317385769961802722721837566895179271271193755679417827127120365567941782702702136546793177270270223554669317726926923355365921762692692434526591176268268253352649117526726726335166901742662662732506989174266266283150718917326526529314975881722642643030487787172264264 3.23. Rand Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61108120126147262356342121091211281492633642570311112413215526138219534113126136161260384151651151291411642613771206611713314416826236598171191351461702623548138119136147172262354685912013714917526235458410120138150177262354503111191381501772613534381211813714917626035238413117136148175259351351141161341461732573503501511413214517125634834816112130143169254346346171101291411682523443441810812713916625034234219107125137164248340340201051231361622473393392110312213416124533733722101120132159243335335231001181301572413343342498116128155239332332259611412715323733033026941121251512363283282792111123150234326326289010912114823232432429891071191462303233233087105118145229321321

3.24. Real Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6116117317920031540935012169181188208323417263531731861942183234172007417518919922332341515595177192203226323415123961781942052293234151006717919520623032241483281781952062313214136999177195207233320412594101771952072343194115111117619420623331741044312174192204231315408408131711902022293134054051416818719922631040240215165184196223307399399161631811932203043973971716017819021730139439418157175188214298391391191541721852122963883882015117018220929338538521148167179206290382382221451641762032873793792314216117320028437637624139158170197281373373251361541671942783703702613315216419127536736727130149161188272364364281271461581852693613612912514315518226635935930122140153179264356356 3.25. Renminbi-yuan Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 612537446417929030932263845651803322323326394771176348176442640507417435013685274253761733421086628445579173330882729465680172315729828465782171299612928465784171282521102846588517026644911284658851702623891227465885169261341132745588416926130014274557841682612661526455784168260260162645578416826026017264557841682602601827455784168261261192745588416826126120274558851692612612127465885169261261222745588416926126123274558841682612612427456084168261261252645628416826026026264565841682602602726446783167260260282544708316725925929254472831672592593025437582166259259 3.26. Ringgit Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 612335426317729631562253844651803392373327404871177355180342942527717635713995314556801773501111632485983177337901734516186178322745835526388178305626935536591178288533103654679317827245811375568941792713981237566895179271348133756689517927130614375668951792712711537566895179271271163756689517927127117375668951792712711837566895179271271193856689517927227220385669951802722722138576996180272272223856699618027227223385668951792722722437566895179271271253755689417927127126365567941782702702736546993177270270283554719317726926929355373921762692693034527692176268268 3.27. Russian rouble Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61123136142163278371380921221341401612763962831312113414216527041221354120134144168268412164851211361471702674031304612113714817226638810567122139149173265370872812113915017526435773291211391501762633566221012113915117826335553511120139151178262355465121191381501772613534071311813714917626035235814117136148175259351351151151341461732573493491611313214417125534734717111130142169253345345181091281401672513433431910712613816524934134120105123136163247339339211031211331602443373372210111913115824233533523981171291562403323322496115127154238330330259411212515123632832826921101221492333263262790108120147231324324288710611814522932132129851041161432273193193083102114141225317317

3.28. Singapore dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61091536151298317920101738152340238131122144149355180541152549148356139853172852149348110964203155149336899762333571493207438624356014930462497253662149287530107253764149270456117253865149253396127253864149241346137253764148241304146253764148240269156253964148240240166244263148240240176254464148240240186254664148240240197254964148240240208255164148241241218265365149241241229265665149241241239265865149242242249266165149242242251026636515024224226102665661502422422710276768150242242281127707015024224229112772721502422423012277674150242242 3.29. South Korean won Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 612941486918329731682304248691843392376329425073178355180242842527617535613965284354771743481107630465781175335898729465680172320742832496085175303623932496187174286530102745578416926945511234254811652573951220395178162255345131837497616025230414173547741582502691515344673157249249161432457115624824817133244711552472471813314670154247247191231497015424624620123151701542462462112315370154246246221231567015424624623123158701542462462412306169154246246251230626915324624626123065691532462462712306769153245245281130707015324524529113072721532452453012307574153245245 3.30. Turkish lira Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61214226232253368517585022102222282493645554174320421722524835454930084199213223247346527223051952092202443414981707619120721824233646813477188204215239331438109181842012122373264199039180197209235322414760101761942062333184106481117219020322931440655812168186199225309402484131641821952213053984221416017819121730139439415156175187214298390390161531711832102943873871714916818020729138338318146164177204288380380191431611742002853773772014015817119728237437421137155168194279371371221341521651912763683682313114916218827336536524128147159186270362362251251441561832673593592612214115318026435635627120138150177261354354281171361481752593513512911513314517225634934930112131143170254346346 3.31. US dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61014255016630532602014255016634624353117285516336218434120316016236214255323366616335411296627396816334191478314270164325755811344674164308634913375076164290539101439517716427346311154153781642574021216425479164256351131744558016425630914174455801632562731517445681163256256161745568116325625617174556811632562561817455681163256256191745568116325625620174556811642562562117455681164256256221745568116425625623174559811642562562417456181163256256251745648116325525526174566811632552552717456981163255255281745718116225525529174573811622542543017457681161254254

3.32. Yen Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6100412127284301420161212632522653118151203411721413111811734213355141320116335106062416231163238607251926116308712827212811629259894724301162765091049263211626043811492835116245381124103137116230333134113439116215293145123541117209260156133843117209231166134145117209209176154248118210210186154549118210210197174852119211211207174953120211211217185256123212212229195457124212212239205759127212212249205961128213213251022616212921321326102264641312132132710246666132212212281124686813321221229112571701342122123011267372135212212

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria17EuroBelgium17EuroCroatia17EuroCyprus17EuroEstonia17EuroFinland17EuroFrance17EuroGermany17EuroGreece17EuroIreland17EuroItaly17EuroLatvia17EuroLithuania17EuroLuxembourg17EuroMalta17EuroNetherlands17EuroPortugal17EuroSlovakia17EuroSlovenia17EuroSpain17Czech korunaCzech Republic10Danish kroneDenmark20ForintHungary7KronaSweden0LevBulgaria15Pound sterlingUnited Kingdom12Romanian leuRomania1ZlotyPoland9KrónaIceland43Norwegian kroneNorway28Swiss francLiechtenstein– 3Swiss francSwitzerland– 3Australian dollarAustralia9 Canadian dollarCanada26Renminbi-yuanChina1Hong Kong dollarHong Kong3US dollarUnited States35YenJapan– 2